Associate | Investment Risk Analytics

Job description

*\*\*\* This is where your organization can create a consistent intro to all of your jobs, creating consistency in voice and messaging across all job posts* *\*\*\* C'est ici que votre organisation peut créer une introduction cohérente à tous vos emplois, en créant une cohérence dans la voix et la messagerie dans tous les postes.* ### Position Overview Apollo is seeking an experienced modeling expert interested in joining the Investment Risk team focused on quantitative business modeling and analytics for the firm’s Credit business. This individual will join a dynamic intellectually stimulating team working on the cutting edge of credit investments. ### Primary Responsibilities - Develop and maintain Apollo’s in-house analytical suite of libraries such as APO Analytics in partnership with Technology. - Develop, maintain and enhance Apollo’s risk and stress models for the credit investments undertaken by the firm. - Maintain and enhance existing in-house risk systems in partnership with Technology. - Build tools to analyze investment risk including valuation models for complex new investments such as exotic securities and variable annuities. - Develop, maintain and enhance portfolio optimization models for credit investments. ### Qualifications & Experience - Undergraduate degree in a quantitative field is required. - Graduate degree (MS or PhD) in a quantitative discipline such as financial engineering, mathematics, engineering, hard sciences or economics is preferred. - Strong conceptual and mathematical knowledge of financial engineering, stochastic modeling, derivatives pricing, and risk analytics is required. - Deep knowledge of credit markets and rates derivatives is required. - 2-3 years of work experience in quantitative modeling or risk analytics in a financial institution is preferred. - Strong programming skill in Python is required. - Prior experience in developing C++ or Java pricing libraries for securities/derivatives is preferred. - Self-starter who can learn quickly and develop creative models for a wide range of analytical problems. *\*\*\* Similar to the introduction that can precede all job descriptions, an outro can also be formatted for consistency on all posts* *\*\*\* Semblable à l'introduction qui peut précéder toutes les descriptions de poste, une outro peut également être formatée pour la cohérence sur tous les messages*